+264.6%
MP vs ADM
+105.9%
+158.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.4% |
| 7D | -3.6% | -1.8% | -1.8% | -2.8% |
| 30D | -21.0% | -13.3% | -7.7% | -15.5% |
| 3M | -33.3% | -13.4% | -19.9% | -29.0% |
| 6M | -45.9% | -9.6% | -36.3% | -44.0% |
| YTD | -27.8% | +23.0% | -50.9% | -36.9% |
| 1Y | -43.2% | +27.4% | -70.6% | -51.5% |
| 3Y | +144.0% | +5.7% | +138.4% | +124.0% |
| 5Y | -6.1% | +22.1% | -28.2% | -23.5% |
| All | +264.6% | +105.9% | +158.7% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling